Narrow search
Showing 1 - 2 of 2
Cover Image
Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-Liang - In: Applied economics 43 (2011) 15, pp. 1935-1944
Persistent link: https://www.econbiz.de/10009134015
Cover Image
Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics 43 (2011) 13/15, pp. 1935-1943
Persistent link: https://www.econbiz.de/10009240247